+3,555.0%
AEM vs CMI
+19,556.0%
-16,001.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +3.0% | +0.7% | +2.3% | +2.9% |
| 30D | +12.5% | -12.3% | +24.8% | +15.0% |
| 3M | +26.9% | -16.8% | +43.7% | +31.0% |
| 6M | -9.4% | +1.5% | -11.0% | -9.7% |
| YTD | +20.3% | +9.8% | +10.5% | +18.3% |
| 1Y | +33.8% | +42.6% | -8.8% | +25.9% |
| 3Y | +349.8% | +151.0% | +198.8% | +280.3% |
| 5Y | +301.0% | +167.0% | +134.0% | +232.2% |
| 10Y | +376.1% | +512.2% | -136.1% | +231.1% |
| All | +3,555.0% | +19,556.0% | -16,001.0% | +1,789.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling